Adding a "Please Select..." default option on select boxes?

Hi,

I would like to know if there's the possibility of adding a "Please Select..." default option on my select boxes. I'm afraid most avid buyers will just click add to cart without choosing the proper options.

I'm thinking this could be done by simply concatenating that option to the output of select boxes and linking it to an alert js function. Do you see any problems that could arise from doing this?

Or maybe there's someone who has a better idea... or maybe it's already implemented and I couldn't find it. Either way, I would really appreciate some input.

Thanks!
Best regards,
Joao